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In Short
The Volatility Risk Premium occupied the headlines in early 2018 for a number of key reasons.
Now that the dust has somewhat settled, we thought it would be opportune to review the performance of the Fulcrum Multi Asset Volatility Fund against this backdrop.
In this paper, we focus on the recent performance of the Fund. We seek to demonstrate the ability of a diversified volatility risk premium strategy to weather volatility shocks and continue to provide a source of compounding returns that are largely independent of traditional market factors.